| have_position | target_notional_abs_target_notional_abs | mktcap_total_market_cap | mktcap_num_companies | mktcap_median_market_cap | alpha_min_alpha | alpha_avg_alpha | alpha_median_alpha | alpha_max_alpha | alpha_abs_avg_alpha | alpha_abs_median_alpha | mktcap_percentage | decile | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | False | 0 | 3,623,867 | 818 | 1,003 | -0.015 | -0.001 | -0.001 | 0.015 | 0.007 | 0.008 | 0.775 | 1 |
| 1 | True | 2,656,397 | 1,049,831 | 73 | 2,549 | -0.014 | 0.002 | 0.003 | 0.015 | 0.008 | 0.008 | 0.225 | 1 |
| have_position | target_notional_abs_target_notional_abs | mktcap_total_market_cap | mktcap_num_companies | mktcap_median_market_cap | alpha_min_alpha | alpha_avg_alpha | alpha_median_alpha | alpha_max_alpha | alpha_abs_avg_alpha | alpha_abs_median_alpha | mktcap_percentage | decile | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | False | 0 | 4,088,064 | 806 | 954 | -0.029 | -0.005 | -0.017 | 0.029 | 0.022 | 0.022 | 0.795 | 2 |
| 1 | True | 3,711,763 | 1,053,867 | 84 | 1,913 | -0.029 | 0.005 | 0.017 | 0.029 | 0.022 | 0.022 | 0.205 | 2 |
| have_position | target_notional_abs_target_notional_abs | mktcap_total_market_cap | mktcap_num_companies | mktcap_median_market_cap | alpha_min_alpha | alpha_avg_alpha | alpha_median_alpha | alpha_max_alpha | alpha_abs_avg_alpha | alpha_abs_median_alpha | mktcap_percentage | decile | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | False | 0 | 3,490,653 | 807 | 994 | -0.044 | -0.010 | -0.033 | 0.044 | 0.037 | 0.037 | 0.869 | 3 |
| 1 | True | 3,164,588 | 523,964 | 83 | 3,734 | -0.044 | -0.005 | -0.032 | 0.044 | 0.037 | 0.038 | 0.131 | 3 |
| have_position | target_notional_abs_target_notional_abs | mktcap_total_market_cap | mktcap_num_companies | mktcap_median_market_cap | alpha_min_alpha | alpha_avg_alpha | alpha_median_alpha | alpha_max_alpha | alpha_abs_avg_alpha | alpha_abs_median_alpha | mktcap_percentage | decile | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | False | 0 | 2,452,646 | 805 | 917 | -0.061 | -0.016 | -0.048 | 0.061 | 0.052 | 0.052 | 0.773 | 4 |
| 1 | True | 3,651,948 | 718,902 | 85 | 2,501 | -0.061 | 0.004 | 0.046 | 0.060 | 0.053 | 0.053 | 0.227 | 4 |
| have_position | target_notional_abs_target_notional_abs | mktcap_total_market_cap | mktcap_num_companies | mktcap_median_market_cap | alpha_min_alpha | alpha_avg_alpha | alpha_median_alpha | alpha_max_alpha | alpha_abs_avg_alpha | alpha_abs_median_alpha | mktcap_percentage | decile | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | False | 0 | 2,174,274 | 795 | 764 | -0.077 | -0.023 | -0.064 | 0.078 | 0.069 | 0.069 | 0.778 | 5 |
| 1 | True | 5,506,338 | 621,884 | 96 | 2,203 | -0.077 | -0.000 | -0.000 | 0.078 | 0.070 | 0.069 | 0.222 | 5 |
| have_position | target_notional_abs_target_notional_abs | mktcap_total_market_cap | mktcap_num_companies | mktcap_median_market_cap | alpha_min_alpha | alpha_avg_alpha | alpha_median_alpha | alpha_max_alpha | alpha_abs_avg_alpha | alpha_abs_median_alpha | mktcap_percentage | decile | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | False | 0 | 1,625,689 | 809 | 755 | -0.096 | -0.030 | -0.082 | 0.096 | 0.087 | 0.087 | 0.712 | 6 |
| 1 | True | 3,489,550 | 657,818 | 81 | 1,759 | -0.095 | 0.025 | 0.082 | 0.095 | 0.087 | 0.087 | 0.288 | 6 |
| have_position | target_notional_abs_target_notional_abs | mktcap_total_market_cap | mktcap_num_companies | mktcap_median_market_cap | alpha_min_alpha | alpha_avg_alpha | alpha_median_alpha | alpha_max_alpha | alpha_abs_avg_alpha | alpha_abs_median_alpha | mktcap_percentage | decile | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | False | 0 | 2,226,408 | 803 | 778 | -0.117 | -0.034 | -0.101 | 0.117 | 0.106 | 0.107 | 0.783 | 7 |
| 1 | True | 3,948,091 | 615,911 | 87 | 2,712 | -0.117 | 0.005 | 0.096 | 0.117 | 0.107 | 0.107 | 0.217 | 7 |
| have_position | target_notional_abs_target_notional_abs | mktcap_total_market_cap | mktcap_num_companies | mktcap_median_market_cap | alpha_min_alpha | alpha_avg_alpha | alpha_median_alpha | alpha_max_alpha | alpha_abs_avg_alpha | alpha_abs_median_alpha | mktcap_percentage | decile | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | False | 0 | 2,040,507 | 804 | 748 | -0.143 | -0.049 | -0.124 | 0.143 | 0.130 | 0.130 | 0.744 | 8 |
| 1 | True | 3,824,696 | 700,801 | 86 | 2,608 | -0.143 | 0.030 | 0.123 | 0.143 | 0.129 | 0.129 | 0.256 | 8 |
| have_position | target_notional_abs_target_notional_abs | mktcap_total_market_cap | mktcap_num_companies | mktcap_median_market_cap | alpha_min_alpha | alpha_avg_alpha | alpha_median_alpha | alpha_max_alpha | alpha_abs_avg_alpha | alpha_abs_median_alpha | mktcap_percentage | decile | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | False | 0 | 1,822,052 | 784 | 673 | -0.183 | -0.051 | -0.151 | 0.183 | 0.161 | 0.161 | 0.630 | 9 |
| 1 | True | 5,234,567 | 1,070,934 | 106 | 2,449 | -0.183 | 0.059 | 0.153 | 0.183 | 0.162 | 0.160 | 0.370 | 9 |
| have_position | target_notional_abs_target_notional_abs | mktcap_total_market_cap | mktcap_num_companies | mktcap_median_market_cap | alpha_min_alpha | alpha_avg_alpha | alpha_median_alpha | alpha_max_alpha | alpha_abs_avg_alpha | alpha_abs_median_alpha | mktcap_percentage | decile | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | False | 0 | 1,354,190 | 748 | 538 | -0.434 | -0.053 | -0.192 | 0.429 | 0.229 | 0.217 | 0.227 | 10 |
| 1 | True | 6,613,600 | 4,601,605 | 143 | 1,902 | -0.498 | 0.064 | 0.203 | 0.410 | 0.246 | 0.228 | 0.773 | 10 |